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Input Analysis

Chapter 4 (b)

By Lian Qi

Simulation with Arena, 3rd ed.

Chapter 4(b) Input Analysis

Slide 1 of 14

Specifying Model Parameters,


Distributions
Structural modeling: what weve done so far
Logical aspects entities, resources, paths, etc.

Quantitative modeling
Numerical, distributional specifications
Like structural modeling, need to observe systems
operation, take data if possible

Simulation with Arena, 3rd ed.

Chapter 4(b) Input Analysis

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Deterministic vs. Random Inputs


Deterministic: nonrandom, fixed values
Number of units of a resource

Random (a.k.a. stochastic): model as a


distribution, draw or generate values from to
drive simulation
Transfer, Interarrival, Processing times
What distribution? What distributional parameters?
Causes simulation output to be random, too

Simulation with Arena, 3rd ed.

Chapter 4(b) Input Analysis

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Collecting and Using Data:


Alternatives and Issues
Use data directly in simulation
Read actual observed values to drive the model inputs
(interarrivals, service times, part types, )

Or, fit probability distribution to data


Draw or generate synthetic observations from this
distribution to drive the model inputs
Weve done it this way so far

Simulation with Arena, 3rd ed.

Chapter 4(b) Input Analysis

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Fitting Distributions to Data


with the Arena Input Analyzer
Assume:
Have sample data: Independent and Identically Distributed
(IID) list of observed values from the actual physical system
Want to select or fit a probability distribution for use in
generating inputs for the simulation model

Arena Input Analyzer


Separate application, also accessible via Tools menu in
Arena

Simulation with Arena, 3rd ed.

Chapter 4(b) Input Analysis

Slide 5 of 14

Fitting Distributions to Data


with the Arena Input Analyzer (contd.)
Fitting = deciding on distribution form
(exponential, gamma, empirical, etc.) and
estimating its parameters
Several different methods (Maximum likelihood, moment
matching, least squares, )
Assess goodness of fit via hypothesis tests

H0: fitted distribution adequately represents the data

Get p value for test (small = poor fit)

Best fit from among several distributions


Simulation with Arena, 3rd ed.

Chapter 4(b) Input Analysis

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Data Files for the Input Analyzer


Create the data file (editor, word processor,
spreadsheet, ...)
Must be plain ASCII text (save as text or export)
Data values separated by white space (blanks, tabs,
linefeeds)

Open data file from within Input Analyzer


File > New or
File > Data File > Use Existing or
Get histogram, basic summary of data
To see data file: Window > Input Data

Can generate fake data file to play around


File > Data File > Generate New
Simulation with Arena, 3rd ed.

Chapter 4(b) Input Analysis

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The Fit Menu


Fits distributions, does goodness-of-fit tests
Fit a specific distribution form
Plots density over histogram for visual test
Gives exact expression to Copy and Paste (Ctrl+C, Ctrl+V)
over into simulation model
Gives results of goodness-of-fit tests

Chi square, Kolmogorov-Smirnov tests

Most important part: p-value, always between 0 and 1:


Small p (< 0.05 or so): poor fit (try again or give up)

Simulation with Arena, 3rd ed.

Chapter 4(b) Input Analysis

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The Fit Menu (contd.)


Fit all of Arenas (theoretical) distributions at
once
Fit > Fit All or
Returns the minimum square-error distribution

Square error = sum of squared discrepancies between histogram


frequencies and fitted-distribution frequencies

Could still be a poor fit, though (check p value)


To see all distributions, ranked: Window > Fit All Summary
or

Simulation with Arena, 3rd ed.

Chapter 4(b) Input Analysis

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Some Issues in Fitting Input


Distributions
Not an exact science no right answer
Consider range of distribution
Infinite both ways (e.g., normal)
Positive (e.g., exponential, gamma)
Bounded (e.g., beta, uniform)

Simulation with Arena, 3rd ed.

Chapter 4(b) Input Analysis

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No Data?
Happens more often than youd like
No good solution; some (bad) options:
Interview experts

Min, Max: Uniform


Avg., % error or absolute error: Uniform
Min, Mode, Max: Triangular
Mode can be different from Mean allows asymmetry

Interarrivals independent, stationary

Exponential still need some value for mean

Number of random events in an interval: Poisson


Sum of independent pieces: normal
Product of independent pieces: lognormal
Simulation with Arena, 3rd ed.

Chapter 4(b) Input Analysis

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Cautions on Using Normal Distributions


Probably most familiar distribution
But it has infinite tails in both directions in
particular, has an infinite left tail so can always
(theoretically) generate negative values
Many simulation input quantities (e.g., time durations) must
be positive to make sense Arena truncates negatives to 0

If mean is big relative to standard deviation ,

then P(negative) value is small one in a million


But in simulation, one in a million can happen
Moral avoid normal distribution as input model

Simulation with Arena, 3rd ed.

Chapter 4(b) Input Analysis

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Nonstationary Arrival Processes


External events (often arrivals) whose rate varies
over time
Lunchtime at fast-food restaurants
Rush-hour traffic in cities
Telephone call centers
Seasonal demands for a manufactured product

It can be critical to model this nonstationarity for


model validity
Ignoring peaks, valleys can mask important behavior
Can miss rush hours, etc.

Good model: Nonstationary Poisson process


Simulation with Arena, 3rd ed.

Chapter 4(b) Input Analysis

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Nonstationary Arrival Processes (contd.)


Two issues:
How to specify/estimate the rate function
How to generate from it properly during the simulation

Several ways to estimate rate function well


just do the piecewise-constant method
Divide time frame of simulation into subintervals of time
over which you think rate is fairly flat
Compute observed rate within each subinterval
In Arena, must convert to expected number of arrivals per
hour on subintervals of time that need not be of one-hour
length

Want expected 45 arrivals in a half hour; specify rate = 90 per hour

Simulation with Arena, 3rd ed.

Chapter 4(b) Input Analysis

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